fastliu: Fast Functions for Liu Regression with Regularization Parameter and Statistics

Efficient computation of the Liu regression coefficient paths, Liu-related statistics and information criteria for a grid of the regularization parameter. The computations are based on the 'C++' library 'Armadillo' through the 'R' package 'Rcpp'.

Package details

AuthorMurat Genç [aut, cre] (<https://orcid.org/0000-0002-6335-3044>), Ömer Özbilen [aut]
MaintainerMurat Genç <muratgenc@tarsus.edu.tr>
LicenseGPL (>= 3)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fastliu")

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fastliu documentation built on May 29, 2024, 10:35 a.m.